Reverse Stress Pathway Explainer

Purpose

Reverse Stress Pathway Explainer helps explain which variable changes drive insolvency scenarios in an insurance context. It combines AI model detection of scenario drivers with GenAI-generated narrative explanations intended for management.

Primary users

The specific primary user is not specified. Based on the provided use case, the agent is intended to support management stakeholders who need narrative explanations of the factors driving insolvency scenarios.

Where it fits (process/stage/trigger)

The agent fits into reverse stress and scenario analysis workflows once scenario data, capital model parameters, balance sheet data, and sensitivities are available for review. It is triggered when there is a need to understand and explain the pathways leading to insolvency scenarios.

Key capabilities / workflow

The agent analyzes scenario data and related model information, identifies variable changes associated with insolvency scenarios, validates whether meaningful drivers are present, and generates a narrative explanation for management. If the explanation is not clear enough, the workflow loops back to refine the narrative before delivery.

Inputs

Typical inputs include scenario data, capital model parameters, balance sheet data, and sensitivities. Additional user-provided inputs are not specified.

Outputs / Deliverables

The main output is a narrative explanation describing which variable changes drive insolvency scenarios. Other output formats or deliverables are not specified.

Value

The agent helps make complex insolvency scenario drivers easier for management to understand by translating model-detected variable changes into a narrative explanation. This supports clearer interpretation of reverse stress pathways in an insurance setting.